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Skewness and the relation between risk and return
Theodossiou, Panayiotis; Savva, Christos S. - In: Management science : journal of the Institute for … 62 (2016) 6, pp. 1598-1609
Persistent link: https://www.econbiz.de/10011502439
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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Option-implied intrahorizon value at risk
Leippold, Markus; Vasiljević, Nikola - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 397-414
Persistent link: https://www.econbiz.de/10012156632
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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Uncertainty and sectoral shifts : the interaction between firm-level and aggregate-level shocks, and macroeconomic activity
Kalay, Alon; Nallareddy, Suresh; Sadka, Gil - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 198-214
Persistent link: https://www.econbiz.de/10011819249
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Backtesting expected shortfall : accounting for tail risk
Du, Zaichao; Escanciano, Juan Carlos - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
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Labor unemployment risk and CEO incentive compensation
Ellul, Andrew; Wang, Cong; Zhang, Kuo - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 885-906
Persistent link: https://www.econbiz.de/10014513772
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On the nature of (jump) skewness risk premia
Orłowski, Piotr; Schneider, Paul; Trojani, Fabio - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916